-9.1%
BSX vs USAR
+74.0%
-83.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +2.0% | -2.1% | +4.2% | +2.1% |
| 30D | +0.1% | +2.6% | -2.5% | +0.1% |
| 3M | -2.1% | -35.0% | +32.9% | -2.0% |
| 6M | -33.8% | -6.9% | -26.9% | -33.9% |
| YTD | -49.9% | +48.0% | -97.9% | -49.7% |
| 1Y | -55.4% | +24.8% | -80.3% | -55.3% |
| 3Y | -10.9% | +73.2% | -84.1% | -4.0% |
| All | -9.1% | +74.0% | -83.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling